If the phone is originally for AT&T then you don't have to unlock it to use it with Sraight Talk(it uses the same network)
If you are planning to use with any other GSM network then you can go for an Unlock. Visit eBay there are cheap unlocks available for less than $5(most of them are genuine, even if not you will have ebay protection plan)
You can changing APN settings by visiting unlockit.nz on your iphone Safari browser